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The incidence of insurance on economic growth in Italy, France, United Kingdom and Romania
Costache, Bianca - In: Financial Studies 22 (2018) 3 (81), pp. 56-65
This research paper is focused on an important topic in the economic literature, more precisely how the insurance sector impacts the overall economic growth. The objective of the study is to identify, analyse and evaluate the effects of the insurance sector on economic growth for three...
Persistent link: https://www.econbiz.de/10012484770
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The effects of covid-19 outbreak on financial markets
Çelik, Ismail; Yilmaz, Tayfun; Emir, Süleyman; Sak, … - In: Financial Studies 24 (2020) 4 (90), pp. 6-28
structural breaks more precisely by means of the Fourier transformations in time series, the Fourier-SHIN Cointegration Test to … determine long-term relationships between time series, and the Fourier Granger Causality Test to determine causality …
Persistent link: https://www.econbiz.de/10012484810
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A Study on the Relationship between CDS Premiums and Stock Market Indices: A Case of the Fragile Five Countries
Avsarligil, Nuri; Turgut, Emre - In: Istanbul Business Research (IBR) 50 (2021) 2, pp. 275-301
-Perron (PP) unit root tests were performed for this purpose. Then, the Granger Causality test, Johansen Cointegration, and … study indicated that for India and Turkey, among the Fragile Five, there was a causality relationship between the stock … market indices and the CDS premiums, a short-term relationship. In addition, there was a long-term cointegration relationship …
Persistent link: https://www.econbiz.de/10012873465
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The associations between stock prices, inflation rates, interest rates are still persistent: Empirical evidence from stock duration model
Eldomiaty, Tarek Ibrahim; Saeed, Yasmeen; Hammam, Rasha; … - In: Journal of Economics, Finance and Administrative Science 25 (2020) 49, pp. 149-161
, cointegration regression, Granger causality and vector error correction model. Findings - The results of panel Johansen …/methodology/approach - The authors use standard statistical tools that include Johansen cointegration test, linearity, normality tests … cointegration analysis show that cointegration exists between the stock prices, the changes in stock prices due to inflation rates …
Persistent link: https://www.econbiz.de/10013192174
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Review on efficiency and anomalies in stock markets
Woo, Kai-yin; Mai, Chulin; McAleer, Michael; Wong, Wing … - In: Economies 8 (2020) 1, pp. 1-51
The efficient-market hypothesis (EMH) is one of the most important economic and financial hypotheses that have been tested over the past century. Due to many abnormal phenomena and conflicting evidence, otherwise known as anomalies against EMH, some academics have questioned whether EMH is...
Persistent link: https://www.econbiz.de/10013199649
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ICT adoption and stock market development in Africa: An application of the panel ARDL bounds testing procedure
Igwilo, Jerry Ikechukwu; Sibindi, Athenia Bongani - In: Journal of Risk and Financial Management 14 (2021) 12, pp. 1-15
cointegration and examine the causal relationship between ICT adoption and stock market development. The dependent variable employed …
Persistent link: https://www.econbiz.de/10013201284
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Relationship between energy consumption, CO2 emission and economic growth in ASEAN: Cointegration and causality model
In: Energy Reports 6 (2020) 1, pp. 660-665
economic output in ASEAN for the period 1971-2015 using cointegration and causality models. The empirical results from the … models suggest that there is a long-run relationship and there is causality between these variables, indicating that energy …
Persistent link: https://www.econbiz.de/10012652167
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Análisis del impacto de las normas internacionales de contabilidad sobre el patrimonto neto y resultado de los grupos no financieros del IBEX-35
Alvarado Riquelme, M.; Ampudia Fernández, J. M.; Prado … - In: Investigaciones Europeas de Dirección y Economía de … 15 (2009) 3, pp. 149-167
The Economic European Area decided to require public groups to prepare their financial statements under IFRS covering periods beginning on or after January 1, 2005. The Spanish experience with the implementation of IFRS in consolidated financial statements has been very positive, but it is...
Persistent link: https://www.econbiz.de/10010280499
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The causal relationship between remittances and poverty reduction in developing country: Using a non-stationary dynamic panel data
Gaaliche, Makram; Zayati, Montassar - In: Atlantic Review of Economics 1 (2014)
emerging and developing countries over the period 1980 - 2012. We proposed a cointegration analysis, using the method of non …-stationary dynamic panel data. Our estimation results reveal that causality nexus of poverty and remittances is bi-directional. We also …
Persistent link: https://www.econbiz.de/10011536967
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Structural changes, FDI, and economic growth: Evidence from the Baltic states
Irandoust, Manuchehr - In: Journal of Economic Structures 5 (2016) 14, pp. 1-9
, and Lithuania by constructing a vector autoregression model. On the basis of the Granger non-causality procedure developed … causality is bidirectional between FDI and growth in Estonia and unidirectional (running from FDI to growth) in Latvia and …
Persistent link: https://www.econbiz.de/10011552044